Optional decomposition for continuous semimartingales under arbitrary filtrations
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Publication:2517289
DOI10.1214/ECP.v20-4090zbMath1327.60102arXiv1501.04274MaRDI QIDQ2517289
Constantinos Kardaras, Ioannis Karatzas
Publication date: 17 August 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.04274
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Optional decomposition of optional supermartingales and applications to filtering and finance ⋮ On the optional and orthogonal decompositions of supermartingales and applications ⋮ On the optional and orthogonal decompositions of a class of semimartingales ⋮ Stability of the Indirect Utility Process
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